Whisk together fresh lime juice and a pinch of salt in a saucepan. In a separate bowl, combine granulated sugar and egg yolks, beating until fluffy. Place saucepan over medium-low heat, whisking continuously until thickened, about 8–10 minutes. Remove from heat, whisk in butter and lime zest, then chill in the refrigerator.

Preheat oven to 350°F (175°C). Whisk together all-purpose flour, baking soda, and a pinch of salt in a medium bowl. Cream together unsalted butter and granulated sugar in a large mixing bowl until light and fluffy. Add lime zest, egg, and coconut extract and mix until combined. Gradually add dry ingredients, fold in coconut and macadamia nuts.

Using a cookie scoop, form dough balls and place on a parchment-lined baking sheet. Create an indent in the center of each ball, fill with chilled lime curd, and set aside.

Bake in preheated oven for 8–9 minutes, until edges are set and lightly golden. Remove and cool on baking sheet for a few minutes.

Once cooled, use a cookie cutter to shape them if desired. Sprinkle with toasted coconut shreds and lime zest before cooling completely on a wire rack.